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Screening Chinese Stocks by Amplitude, Main-Fund Flow, and Board Exclusions

Article SuperMind
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Summary

This note describes a Chinese stock screen combining price amplitude above 1%, a prior-day main-fund-control condition, and exclusion of ChiNext and STAR Market stocks. It presents amplitude as a way to avoid low-movement securities and a main-fund-flow measure as a proxy for institutional activity. The document supplies a formula for the flow proxy and sketch code for filtering a stock list.

The screen is a proposed selection rule, not a demonstrated strategy: no historical results, portfolio rules, or profitability evidence are given. The explanation itself acknowledges that the technical conditions omit company fundamentals and that excluding certain boards does not remove market or industry risk. Implementation details are also unclear: the Python sketch uses an expression that is not defined in the sample, and its market filter excludes both ChiNext and STAR Market despite the prose naming only STAR Market. The note recommends adding fundamental and market context, reconsidering filter strictness, and broadening the eligible universe where appropriate.

Key ideas

  • The proposed screen requires amplitude above 1% and a positive prior-day main-fund-flow proxy.
  • It excludes stocks from the ChiNext and STAR Market boards in the example code.
  • The stated formula is presented as a proxy for main-fund control, not a validated measure of institutional positioning.
  • The implementation sketch has undefined or inconsistent elements.
  • The note recommends combining technical filters with fundamental and market analysis.

Tags

EquitiesChina marketsTechnical indicatorsRisk management

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.